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薇薇安
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@ -242,6 +242,11 @@ def _get_trading_config():
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'MAX_CHANGE_PERCENT_FOR_LONG': 25, # 做多时 24h 涨跌幅超过此值则不开多（避免追大涨）
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'MIN_RSI_FOR_SHORT': 30, # 做空时 RSI 低于此值则不做空（避免深超卖反弹）
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'MAX_CHANGE_PERCENT_FOR_SHORT': 10, # 做空时 24h 涨跌幅超过此值则不做空（24h 仍大涨时不做空）
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# ===== RSI 极限反转策略（抄底/逃顶）=====
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'RSI_EXTREME_REVERSE_ENABLED': True, # 开启RSI极限反转：超买反空，超卖反多
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'RSI_EXTREME_REVERSE_ONLY_NEUTRAL_4H': False, # 允许在有趋势时反向操作（例如：下跌趋势中RSI超卖 -> 抄底）
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'ATR_SPIKE_THRESHOLD': 2.0, # ATR异常激增阈值（当前ATR / 平均ATR）
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'SIGNAL_STRENGTH_POSITION_MULTIPLIER': {7: 0.8, 8: 0.9, 9: 1.0, 10: 1.0}, # 信号强度分级：7分80%仓位，8分90%，9-10分100%（快速验证模式：支持7-8分信号）
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@ -405,8 +405,8 @@ class TradingStrategy:
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# MACD金叉/死叉（权重最高）
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if macd and macd['macd'] > macd['signal'] and macd['histogram'] > 0:
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# MACD金叉，做多信号（严格4H趋势向上）
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# OPTIMIZATION: 仅允许明确向上趋势，移除 neutral 和 None，避免震荡行情止损
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if trend_4h == 'up':
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# OPTIMIZATION: 允许明确向上趋势或中性趋势（如果是中性，后续需依靠高分信号确认）
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if trend_4h in ('up', 'neutral'):
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# OPTIMIZATION: 添加 RSI 过滤，避免追高
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if rsi is None or rsi < 70:
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signal_strength += TREND_SIGNAL_WEIGHTS['macd_cross']
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@ -416,12 +416,12 @@ class TradingStrategy:
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else:
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reasons.append(f"MACD金叉但RSI超买({rsi:.1f})，禁止追多")
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else:
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reasons.append(f"MACD金叉但4H趋势不明确({trend_4h})，禁止开仓")
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reasons.append(f"MACD金叉但4H趋势相反({trend_4h})，禁止逆势")
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elif macd and macd['macd'] < macd['signal'] and macd['histogram'] < 0:
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# MACD死叉，做空信号（严格4H趋势向下）
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# OPTIMIZATION: 仅允许明确向下趋势
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if trend_4h == 'down':
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# OPTIMIZATION: 允许明确向下趋势或中性趋势
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if trend_4h in ('down', 'neutral'):
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# OPTIMIZATION: 添加 RSI 过滤，避免杀跌
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if rsi is None or rsi > 30:
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signal_strength += TREND_SIGNAL_WEIGHTS['macd_cross']
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@ -431,13 +431,13 @@ class TradingStrategy:
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else:
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reasons.append(f"MACD死叉但RSI超卖({rsi:.1f})，禁止追空")
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else:
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reasons.append(f"MACD死叉但4H趋势不明确({trend_4h})，禁止开仓")
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reasons.append(f"MACD死叉但4H趋势相反({trend_4h})，禁止逆势")
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# EMA均线系统
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if ema20 and ema50:
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if current_price > ema20 > ema50: # 上升趋势
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# OPTIMIZATION: 仅允许明确向上趋势
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if trend_4h == 'up':
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# OPTIMIZATION: 允许明确向上趋势或中性趋势
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if trend_4h in ('up', 'neutral'):
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# OPTIMIZATION: 添加 RSI 过滤
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if rsi is None or rsi < 70:
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signal_strength += TREND_SIGNAL_WEIGHTS['ema_cross']
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@ -445,10 +445,10 @@ class TradingStrategy:
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if direction is None:
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direction = 'BUY'
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else:
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reasons.append(f"1H均线向上但4H趋势不明确({trend_4h})，禁止开仓")
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reasons.append(f"1H均线向上但4H趋势相反({trend_4h})，禁止逆势")
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elif current_price < ema20 < ema50: # 下降趋势
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# OPTIMIZATION: 仅允许明确向下趋势
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if trend_4h == 'down':
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# OPTIMIZATION: 允许明确向下趋势或中性趋势
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if trend_4h in ('down', 'neutral'):
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# OPTIMIZATION: 添加 RSI 过滤
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if rsi is None or rsi > 30:
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signal_strength += TREND_SIGNAL_WEIGHTS['ema_cross']
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@ -456,16 +456,16 @@ class TradingStrategy:
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if direction is None:
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direction = 'SELL'
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else:
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reasons.append(f"1H均线向下但4H趋势不明确({trend_4h})，禁止开仓")
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reasons.append(f"1H均线向下但4H趋势相反({trend_4h})，禁止逆势")
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# 价格与EMA20关系
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if ema20:
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if current_price > ema20:
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if trend_4h == 'up' and direction == 'BUY':
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if trend_4h in ('up', 'neutral') and direction == 'BUY':
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signal_strength += TREND_SIGNAL_WEIGHTS['price_above_ema20']
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reasons.append("价格在EMA20之上")
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elif current_price < ema20:
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if trend_4h == 'down' and direction == 'SELL':
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if trend_4h in ('down', 'neutral') and direction == 'SELL':
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signal_strength += TREND_SIGNAL_WEIGHTS['price_above_ema20']
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reasons.append("价格在EMA20之下")
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@ -588,17 +588,26 @@ class TradingStrategy:
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# 提升胜率：4H趋势中性时不做自动交易（只保留推荐/观察）
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# 经验上，中性趋势下“趋势跟踪”信号更容易被来回扫损，导致胜率显著降低与交易次数激增。
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allow_neutral = bool(config.TRADING_CONFIG.get("AUTO_TRADE_ALLOW_4H_NEUTRAL", False))
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if (trend_4h == 'neutral') and (not allow_neutral):
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# 稳健优化：如果信号非常强（>=8），即使4H中性也允许尝试（通常意味着突破初期）
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is_strong_signal = signal_strength >= 8
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if (trend_4h == 'neutral') and (not allow_neutral) and (not is_strong_signal):
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if should_trade:
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reasons.append("❌ 4H趋势中性（为提升胜率：仅生成推荐，不自动交易）")
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reasons.append("❌ 4H趋势中性且信号强度不足（<8），跳过自动交易")
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should_trade = False
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# 如果信号方向与4H趋势相反，直接拒绝交易（所有模式）
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if direction and trend_4h:
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# 如果信号方向与4H趋势相反，直接拒绝交易（除非是RSI极限反转策略）
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if direction and trend_4h and not reversed_by_rsi:
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if (direction == 'BUY' and trend_4h == 'down') or (direction == 'SELL' and trend_4h == 'up'):
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should_trade = False
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reasons.append("❌ 禁止逆4H趋势交易")
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# 对于 RSI 极限反转策略，虽然允许逆势，但增加额外提示
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if direction and trend_4h and reversed_by_rsi:
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if (direction == 'BUY' and trend_4h == 'down'):
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reasons.append("⚠️ 逆4H趋势抄底（RSI超卖反转）")
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elif (direction == 'SELL' and trend_4h == 'up'):
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reasons.append("⚠️ 逆4H趋势逃顶（RSI超买反转）")
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# 只在“真的强度不足”时追加该原因；避免出现“强度>=阈值但被其它过滤挡住”仍提示强度不足
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if direction and (signal_strength < min_signal_strength):
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reasons.append(f"信号强度不足({signal_strength}/10，需要≥{min_signal_strength})")
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